A Nonconvex Max-Min Problem.
GEORGE WASHINGTON UNIV WASHINGTON D C INST FOR MANAGEMENT SCIENCE AND ENGINEERING
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An algorithm designed to solve a large class of nonconvex max-min problems is described. Its usefullness and applicability is demonstrated by solving an extension of a recently introduced model which optimally allocates strategic weapon systems. The extended model is shown to be equivalent to a nonconvex mathematical program with an infinite number of constraints, and hence is not solvable by conventional procedures. An example is worked out in detail to illustrate the algorithm.
- Operations Research
- Military Operations, Strategy and Tactics